admin/exchange_go
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This commit is contained in:
hucan
2025-02-18 15:40:45 +08:00
parent 08a7da607f
commit 935fc36b5a
7 changed files with 95 additions and 53 deletions
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116
app/jobs/jobs.go
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@ -1,12 +1,15 @@
package jobs
import (
"context"
"errors"
"fmt"
"go-admin/app/admin/models"
"go-admin/app/admin/service"
"go-admin/app/admin/service/dto"
"go-admin/common/const/rediskey"
"go-admin/common/global"
"go-admin/common/helper"
"go-admin/pkg/utility"
"go-admin/pkg/utility/snowflakehelper"
"go-admin/services/binanceservice"
@ -15,7 +18,6 @@ import (
"strings"
"time"
"github.com/jinzhu/copier"
"github.com/shopspring/decimal"
"github.com/go-admin-team/go-admin-core/sdk"
@ -156,37 +158,46 @@ func (t LimitOrderTimeoutDuration) Exec(arg interface{}) error {
if resp.ConfigValue == "" {
return nil
}
limitOrderTimeoutDuration := utility.StringAsInt64(resp.ConfigValue)
orders := make([]models.LinePreOrder, 0)
err := db.Model(&models.LinePreOrder{}).Where("status = '5' AND main_order_type = 'LIMIT' AND order_type in ('4') AND order_category = 3 AND updated_at < ?", time.Now().Add(-time.Duration(limitOrderTimeoutDuration)*time.Second)).Find(&orders).Error
if err != nil {
return err
}
spotApi := binanceservice.SpotRestApi{}
futApi := binanceservice.FutRestApi{}
for _, order := range orders {
var apiUserinfo models.LineApiUser
db.Model(&models.LineApiUser{}).Where("id = ?", order.ApiId).Find(&apiUserinfo)
//现货
if order.SymbolType == global.SYMBOL_SPOT {
if order.ExchangeType == global.EXCHANGE_BINANCE {
err := t.ReSpotOrderPlace(db, order, apiUserinfo, spotApi)
if err != nil {
continue
lock := helper.NewRedisLock(rediskey.JobReOrderTrigger, 20, 5, 100*time.Millisecond)
if ok, err := lock.AcquireWait(context.Background()); err != nil {
logger.Error("获取锁失败", err)
return nil
} else if ok {
defer lock.Release()
limitOrderTimeoutDuration := utility.StringAsInt64(resp.ConfigValue)
orders := make([]models.LinePreOrder, 0)
err := db.Model(&models.LinePreOrder{}).Where("status = '5' AND main_order_type = 'LIMIT' AND order_type in ('4') AND updated_at < ?", time.Now().Add(-time.Duration(limitOrderTimeoutDuration)*time.Second)).Find(&orders).Error
if err != nil {
return err
}
spotApi := binanceservice.SpotRestApi{}
futApi := binanceservice.FutRestApi{}
for _, order := range orders {
var apiUserinfo models.LineApiUser
db.Model(&models.LineApiUser{}).Where("id = ?", order.ApiId).Find(&apiUserinfo)
//现货
if order.SymbolType == global.SYMBOL_SPOT {
if order.ExchangeType == global.EXCHANGE_BINANCE {
err := t.ReSpotOrderPlace(db, order, apiUserinfo, spotApi)
if err != nil {
continue
}
}
}
}
//合约
if order.SymbolType == global.SYMBOL_FUTURES {
if order.ExchangeType == global.EXCHANGE_BINANCE {
err := t.ReFutOrderPlace(db, order, apiUserinfo, futApi)
if err != nil {
continue
//合约
if order.SymbolType == global.SYMBOL_FUTURES {
if order.ExchangeType == global.EXCHANGE_BINANCE {
err := t.ReFutOrderPlace(db, order, apiUserinfo, futApi)
if err != nil {
continue
}
}
}
}
}
}
return nil
}
@ -195,7 +206,7 @@ func (t LimitOrderTimeoutDuration) Exec(arg interface{}) error {
func (t LimitOrderTimeoutDuration) ReSpotOrderPlace(db *gorm.DB, order models.LinePreOrder, apiUserinfo models.LineApiUser, spotApi binanceservice.SpotRestApi) error {
var err error
for i := 0; i < 3; i++ {
err := spotApi.CancelOpenOrderByOrderSn(apiUserinfo, order.Symbol, order.OrderSn)
err = spotApi.CancelOpenOrderByOrderSn(apiUserinfo, order.Symbol, order.OrderSn)
if err == nil || strings.Contains(err.Error(), "该交易对没有订单") {
break
}
@ -206,13 +217,18 @@ func (t LimitOrderTimeoutDuration) ReSpotOrderPlace(db *gorm.DB, order models.Li
} else {
newClientOrderId := snowflakehelper.GetOrderId()
var newOrder models.LinePreOrder
copier.Copy(&newOrder, order)
newOrder.Id = 0
newOrder.OrderSn = utility.Int64ToString(newClientOrderId)
newOrder.CreatedAt = time.Now()
newOrder.MainOrderType = "MARKET"
err = db.Model(&models.LinePreOrder{}).Create(&newOrder).Error
order.Desc = fmt.Sprintf("取消限价单，重下市价单源订单号：%s ", order.OrderSn)
order.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
order.MainOrderType = "MARKET"
// var newOrder models.LinePreOrder
// copier.Copy(&newOrder, order)
// newOrder.Id = 0
// newOrder.OrderSn = utility.Int64ToString(newClientOrderId)
// newOrder.CreatedAt = time.Now()
// newOrder.MainOrderType = "MARKET"
// err = db.Model(&models.LinePreOrder{}).Create(&newOrder).Error
err := db.Model(&order).Updates(map[string]interface{}{"desc": order.Desc, "order_sn": order.OrderSn, "main_order_type": order.MainOrderType}).Error
if err != nil {
logger.Error(fmt.Sprintf("生成新市价单失败 err:%+v", err))
return err
@ -224,12 +240,13 @@ func (t LimitOrderTimeoutDuration) ReSpotOrderPlace(db *gorm.DB, order models.Li
Type: "MARKET",
TimeInForce: "GTC",
Price: utility.StringToDecimal(order.Price),
StopPrice: utility.StrToDecimal(order.Price),
Quantity: utility.StringToDecimal(order.Num),
NewClientOrderId: utility.Int64ToString(newClientOrderId),
}
if err := spotApi.OrderPlace(db, params); err != nil {
logger.Error(fmt.Sprintf("重新下市价单失败 err:%+v", err))
err := db.Model(&models.LinePreOrder{}).Where("id = ? AND status = 0", newOrder.Id).Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error
err := db.Model(&order).Updates(map[string]interface{}{"status": "2", "desc": order.Desc + "err:" + err.Error()}).Error
if err != nil {
logger.Error("下单失败后修改订单失败")
@ -255,19 +272,28 @@ func (t LimitOrderTimeoutDuration) ReFutOrderPlace(db *gorm.DB, order models.Lin
return err
} else {
newClientOrderId := snowflakehelper.GetOrderId()
orderType := "MARKET"
order.Desc = fmt.Sprintf("取消限价单，重下市价单 源订单号:%s", order.OrderSn)
order.OrderSn = utility.Int64ToString(newClientOrderId)
var newOrder models.LinePreOrder
copier.Copy(&newOrder, order)
newOrder.Id = 0
newOrder.OrderSn = utility.Int64ToString(newClientOrderId)
newOrder.CreatedAt = time.Now()
newOrder.MainOrderType = "MARKET"
err = db.Model(&models.LinePreOrder{}).Create(&newOrder).Error
// var newOrder models.LinePreOrder
// copier.Copy(&newOrder, order)
// newOrder.Id = 0
// newOrder.OrderSn = utility.Int64ToString(newClientOrderId)
// newOrder.CreatedAt = time.Now()
// newOrder.MainOrderType = "MARKET"
// err = db.Model(&models.LinePreOrder{}).Create(&newOrder).Error
err = db.Model(&order).Updates(map[string]interface{}{"desc": order.Desc, "order_sn": order.OrderSn}).Error
if err != nil {
logger.Error(fmt.Sprintf("生成合约新市价单失败 err:%+v", err))
return err
}
if order.OrderType == 4 {
orderType = "STOP_MARKET"
}
params := binanceservice.FutOrderPlace{
ApiId: order.ApiId,
Symbol: order.Symbol,
@ -277,14 +303,14 @@ func (t LimitOrderTimeoutDuration) ReFutOrderPlace(db *gorm.DB, order models.Lin
SideType: "MARKET",
OpenOrder: 0,
Profit: decimal.Decimal{},
StopPrice: decimal.Decimal{},
OrderType: "MARKET",
StopPrice: utility.StringToDecimal(order.Price),
OrderType: orderType,
NewClientOrderId: utility.Int64ToString(newClientOrderId),
}
if err := futApi.OrderPlace(db, params); err != nil {
logger.Error(fmt.Sprintf("重新下合约市价单失败 err:%+v", err))
err := db.Model(&models.LinePreOrder{}).Where("id = ? AND status = 0", newOrder.Id).Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error
err := db.Model(&order).Updates(map[string]interface{}{"status": "2", "desc": order.Desc + " err:" + err.Error()}).Error
if err != nil {
logger.Error("下单失败后修改订单失败")
return err